CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9184 |
0.0028 |
0.3% |
0.9248 |
| High |
0.9156 |
0.9184 |
0.0028 |
0.3% |
0.9248 |
| Low |
0.9156 |
0.9184 |
0.0028 |
0.3% |
0.9138 |
| Close |
0.9156 |
0.9184 |
0.0028 |
0.3% |
0.9143 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9184 |
0.9184 |
0.9184 |
|
| R3 |
0.9184 |
0.9184 |
0.9184 |
|
| R2 |
0.9184 |
0.9184 |
0.9184 |
|
| R1 |
0.9184 |
0.9184 |
0.9184 |
0.9184 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9184 |
| S1 |
0.9184 |
0.9184 |
0.9184 |
0.9184 |
| S2 |
0.9184 |
0.9184 |
0.9184 |
|
| S3 |
0.9184 |
0.9184 |
0.9184 |
|
| S4 |
0.9184 |
0.9184 |
0.9184 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9432 |
0.9202 |
|
| R3 |
0.9394 |
0.9323 |
0.9172 |
|
| R2 |
0.9285 |
0.9285 |
0.9162 |
|
| R1 |
0.9214 |
0.9214 |
0.9152 |
0.9195 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9167 |
| S1 |
0.9105 |
0.9105 |
0.9133 |
0.9086 |
| S2 |
0.9067 |
0.9067 |
0.9123 |
|
| S3 |
0.8958 |
0.8996 |
0.9113 |
|
| S4 |
0.8849 |
0.8887 |
0.9083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9229 |
0.9143 |
0.0086 |
0.9% |
0.0011 |
0.1% |
48% |
False |
False |
2 |
| 10 |
0.9278 |
0.9138 |
0.0140 |
1.5% |
0.0020 |
0.2% |
32% |
False |
False |
20 |
| 20 |
0.9549 |
0.9138 |
0.0411 |
4.5% |
0.0029 |
0.3% |
11% |
False |
False |
12 |
| 40 |
0.9549 |
0.9035 |
0.0514 |
5.6% |
0.0032 |
0.3% |
29% |
False |
False |
8 |
| 60 |
0.9549 |
0.8829 |
0.0721 |
7.8% |
0.0028 |
0.3% |
49% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9184 |
|
2.618 |
0.9184 |
|
1.618 |
0.9184 |
|
1.000 |
0.9184 |
|
0.618 |
0.9184 |
|
HIGH |
0.9184 |
|
0.618 |
0.9184 |
|
0.500 |
0.9184 |
|
0.382 |
0.9184 |
|
LOW |
0.9184 |
|
0.618 |
0.9184 |
|
1.000 |
0.9184 |
|
1.618 |
0.9184 |
|
2.618 |
0.9184 |
|
4.250 |
0.9184 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9179 |
| PP |
0.9184 |
0.9174 |
| S1 |
0.9184 |
0.9170 |
|